strategy BarHunter DAX v1p

Paul · Wed, 15 Jan 2020 17:33:47 +0000

Hi Folks! Here’s a new strategy BarHunter v1p, which searches for the best intradaybar on any timeframe and enter on a defined break. The goal is many trades on higher timeframes. It had to work with 1% stoploss and a trailing stop. Then if there is a reasonable good equity-curve with minimal curve-fitting it’s possible to enable & optimise trend-detection and perhaps limit the hour of entry. Happy Hunting!

This topic has 255 replies, 11 voices, and was last updated 8 months ago by sfl.

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01/27/2020 at 9:07 PM #118080

MAKSIDE

@ Grahal

I checked this strategy and i think it’s too early to put it on live account.. but you are already on this way .. right ? .. 😉

Max drawdown too huge, small profit factor and a quarter of the time on the market

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01/27/2020 at 10:27 PM #118090

GraHal

MAKSIDE wrote:

Max drawdown too huge, small profit factor and a quarter of the time on the market

No I’m not Live with the 5 min System … only Demo Fwd Test.
Wish I had been Live today though … see attached for 1 trade today! 🙂

Max Drawdown can be misleading.

Small Profit Factor … can you improve? Post on here when you do please?

Quarter of the time on the market … is good or bad? Least time the better … quick in and out … more fun!? 🙂

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01/27/2020 at 11:25 PM #118096

MAKSIDE

@Grahal

For the moment, .. I cannot improve the drawdown of this strategy but i’m trying

Sure, today was a great day for BarHunter Dax 😉

Quick in and out.. more secure and to calm my anxieties 😀

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GraHal

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01/28/2020 at 1:01 PM #118137

Paul

when optimising, I wonder you should add a high spread first (which is a hassle on different instruments) or optimise without spread. Search the hour/bar you want and take it from there?

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01/28/2020 at 1:37 PM #118147

GraHal

Paul wrote:

which is a hassle on different instruments

Hassle … because you have to look them up you mean?
If Yes, this will help … save the link on your browser bar / wherever.

https://www.ig.com/uk/help-and-support/spread-betting-and-cfds/fees-and-charges/what-are-igs-indices-spread-bet-product-details

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01/28/2020 at 3:39 PM #118155

Paul

Yeah I’am lazy in that aspect! Anyway programmed to extend the stop order for a few bars longer.Could be good on shorter timeframes.Perhaps oil is interesting. It’s getting addictive more and more!

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GraHal

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01/28/2020 at 5:14 PM #118166

fifi743

I move slowly

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01/31/2020 at 8:49 AM #118325

fifi743

Hi Paul and Grahal,
I created this indicator to give a trend signal, but it would take a filter.
In 1 hour time frame

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01/31/2020 at 3:55 PM #118364

fifi743

Backtest 1000 € and it passes

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01/31/2020 at 4:46 PM #118373

Paul

Thanks Fifi. looks very nice! Especially the reduced the average loss. Need some time to look exactly what you’ve done!

Here’s an update for the stop version, which include your previous mods. I haven’t optimised or used all yet because I changed the code a little. This is the last stop version.

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fifi743

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01/31/2020 at 5:49 PM #118382

Paul

TimeHunter v1p MOD FIFI

Search for a specific hour and/or minute which meets criteria and enters on the next bar at market.

@fifi743 same concept with a different approach

@GraHal one worry less about minimum stop distance!

In general a cleaner code, maybe more reliable and easier to use on other markets.

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02/03/2020 at 9:35 AM #118521

Gubben

BarHunter-v4p-MOD-FIFI.itf – All orders are rejected due to being too close to current price (min 10 points). Could someone help in pointing out where I can adjust this?

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02/03/2020 at 9:55 AM #118526

GraHal

Gubben wrote:

Could someone help in pointing out where I can adjust this?

Change mindist in the code to 15.

But you may still get Rejected as IG ‘Flash widen’ (for several seconds) the spread often.

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Gubben

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02/03/2020 at 10:38 AM #118533

Gubben

Thanks. I guess I can accept some rejections, but the strategy closed now. Does it do that after a number of rejections? Is it possible to configure it to not close until after X amount or so?

I set it to 15 now so hopefully it will work OK…

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02/03/2020 at 10:46 AM #118535

GraHal

Gubben wrote:

Does it do that after a number of rejections?

Yes after 12 Rejections the System is closed and you can’t set it or adjust the time between successive Rejections.

Seems an obvious improvement to me … user adjustable Rejection interval … but PRT have their own agenda and I have long ago ceased to make suggestions for improvement … unless something really bugs me!!

Now I have said it … it does bug me, 🙂 so I will suggest it, but although it seems straightforward to us, it maybe is really difficult to have as a feature on the Platform, but not harm done by suggesting!?

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